Hi all,
Thank you in advance for all comments and help!
I am trying to write the code for a vecm.
I ran
var VECM
VECM.append(coint) b(1,2)=-2, b(1,1)=1
VECM.ec(a,1,restrict) 1 1 log(x) log(y) @dlog(z(-0)) dlog(z(-2))
and i got an error which says no lag specification provided for VAR estimation in "Do_VECM.EC(a,1,restrict) 1 1 log(x) log(y) @dlog(z(-0)) dlog(z(-2))".
Didn't I already specifiy the lag pairs of 1 1?
All help is appreciated!
Error No Lag Specification Provided
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Re: Error No Lag Specification Provided
Nothing wrong with that code. The following works just fine.
Code: Select all
wfcreate u 100
series y=rnd
series x=rnd
series z=rnd
var VECM
VECM.append(coint) b(1,2)=-2, b(1,1)=1
VECM.ec(a,1,restrict) 1 1 log(x) log(y) @dlog(z(-0)) dlog(z(-2))
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Re: Error No Lag Specification Provided
I had a space in between my ec and the (.
Thank you very much for your help!
Thank you very much for your help!
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